U.S. patent application Ser. No. 10/293,596, filed in the U.S. Patent and Trademark Office on Nov. 14, 2002, describes methods for signal processing of multi-channel data by extending linear prediction techniques. U.S. patent application Ser. No. 10/293,596 is hereby incorporated herein by reference in its entirety. U.S. Provisional Application No. 60/544,481, filed in the U.S. Patent and Trademark Office on Feb. 13, 2004, is related to U.S. patent application Ser. No. 10/293,596 and is hereby incorporated herein by reference in its entirety.
A 0-mean, stationary, possibly ergodic, stochastic ensemble of signals is noise. The noise may have an interesting spectral distribution, but it is noise, nevertheless. Most signal engineering tasks concern eliminating noise, not building filters to turn noise into something else. Signal processing concerns the distribution, control, and movement of signal power. Conventional signal processing theory uses the multi-normal distribution and its associated processes, such as Brownian motion, to replace signal power by the statistical concept of variance.